+17.1%
D vs SN
+140.3%
-123.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | +2.4% | +7.6% | -5.2% | +2.2% |
| 30D | +10.9% | +22.4% | -11.5% | +10.4% |
| 3M | +2.8% | +21.7% | -18.8% | +2.4% |
| 6M | +12.7% | +102.8% | -90.1% | +11.1% |
| YTD | +20.3% | +102.4% | -82.1% | +20.1% |
| 1Y | +17.1% | +139.0% | -121.9% | +19.2% |
| All | +17.1% | +140.3% | -123.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling